Kercheval, A., & Sowunmi, O. (2026). The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics.
Cita Chicago Style (17a ed.)Kercheval, Alec, y Ololade Sowunmi. The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics. 2026.
Cita MLA (9a ed.)Kercheval, Alec, y Ololade Sowunmi. The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics. 2026.
Precaución: Estas citas no son 100% exactas.